-65.0%
FLUT vs CAPR
+65.7%
-130.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.7% | +4.6% | -4.1% |
| 7D | -1.2% | +19.1% | -20.3% | -1.3% |
| 30D | +5.0% | +48.8% | -43.8% | +4.8% |
| 3M | -16.4% | +144.4% | -160.8% | -16.9% |
| 6M | -14.6% | -67.5% | +52.9% | -14.7% |
| YTD | -61.9% | -64.5% | +2.6% | -62.0% |
| 1Y | -65.0% | +74.4% | -139.5% | -65.9% |
| All | -65.0% | +65.7% | -130.7% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling